Inhaltsseite: Home

ZKB Call Warrant auf
Swisscom AG

ISIN: CH1305134137 Security: 130513413 Symbol: SCMX0Z Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 03.06.2024 01:58:22

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.01.2024
Key Information Document DE 29.01.2024
Key Information Document EN 29.01.2024
Key Information Document FR 29.01.2024
Key Information Document IT 29.01.2024

Price data

  Bid Ask
Price 0.16 0.17
Volume 350'000.00 350'000.00
Date/time 03.06.24 13:58 03.06.24 13:58

Current data

Last price paid 0.14
Change +16.67% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date05.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -40.38%
Year to date (YTD) n.a.
1 month -36.36%
3 months -12.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue519.70
Premium0.07%
Premium p.a.0.12%
Leverage13.38
Implied volatility0.14

Reference data

ISIN CH1305134137
Symbol SCMX0Z
Security 130513413
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swisscom N, CH0008742519
Underlying ISIN CH0008742519
Strike 520.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 29.01.2024

Key figures

Premium 7.10%
Premium p.a. 11.94%
Leverage 32.26
Implied volatility 14.25%
Moneyness out-of-the-money
Leverage 13.3753
Delta 0.4146
Gamma 0.0001
Theta -0.0006
Rho 0.0114
Vega 0.0150
Fair value 0.16
Intrinsic value n.a.
Break-even 535.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading